Tagged Questions
4
votes
0answers
82 views
Harmonic measure or harmonic kernel
In the theory of discrete-time stochastic processes on a measurable space $(\mathscr X,\mathscr B(\mathscr X))$ one usually starts with a Markov kernel
$$
P:\mathscr X\times \mathscr B(\mathscr ...
1
vote
1answer
429 views
Hilbert transform of white noise
What is the Hilbert transform of a white noise $\xi(t)$?
By the Hilbert transform I mean:
http://mathworld.wolfram.com/HilbertTransform.html
Thank you.
